A robust whiteness test for the identification of discrete-time linear models: use of orthonormal transfer functions

DOI10.1016/J.AUTOMATICA.2022.110174zbMATH Open1485.93137OpenAlexW4220926296MaRDI QIDQ2116640FDOQ2116640

H. Bourlès, Bernard Vau

Publication date: 18 March 2022

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2022.110174

zbMATH Keywords

identificationvalidation methods for identificationwhiteness test

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)

Cites Work

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• Bartlett's formulae -- closed forms and recurrent equations
• Closed-loop output error identification algorithms with predictors based on generalized orthonormal transfer functions: convergence conditions and bias distribution

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